Lionel Martellini, Vincent Milhau: This paper proposes an empirical analysis of the opportunity gains (costs) involved in introducing (removing) various assets with attractive inflation-hedging properties for long-term investors facing inflation-linked liabilities.
Professor of Finance, EDHEC Business SchoolScientific Director, EDHEC-Risk InstituteVincent MilhauDeputy Research Director, EDHEC-Risk Institute
|Type :||Working paper|
|Date :||le 06/01/2014|
|Complément d'informations||For more information, please contact EDHEC Research and Development Department [ [email protected] ]|
|Pôle de recherche||Finance|